+87.8%
AWK vs GH
+481.7%
-393.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +5.6% | -1.1% | +6.7% | +5.6% |
| 3M | +15.9% | +21.3% | -5.4% | +14.4% |
| 6M | +4.6% | +73.5% | -68.9% | +1.0% |
| YTD | +10.1% | +58.0% | -48.0% | +6.7% |
| 1Y | +2.1% | +163.1% | -161.0% | -4.5% |
| 3Y | +9.8% | +361.0% | -351.2% | -4.3% |
| 5Y | -15.4% | +22.5% | -37.9% | -21.4% |
| All | +87.8% | +481.7% | -393.9% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling